Requisites

Additional Requirements

MATH48032 pre-requisites

Students are not permitted to take more than one of MATH38032 or MATH48032 for credit in the same or different undergraduate year. Students are not permitted to take MATH48032 and MATH68032 for credit in an undergraduate programme and then a postgraduate programme.

Aims

To introduce the basic concepts of the analysis of time series in the time domain and to provide the students with experience in analysing time series data.

Overview

This course unit covers a variety of concepts and models useful for empirical analysis of time series data.

Learning outcomes

On successful completion of this course unit students will

have understanding of the basic time series concepts;

be able to build models to time series data and critically assess them using a variety of methods for exploration of time series data, identification and models selection.

Feedback methods

Feedback tutorials will provide an opportunity for students' work to be discussed and provide feedback on their understanding. Coursework or in-class tests (where applicable) also provide an opportunity for students to receive feedback. Students can also get feedback on their understanding directly from the lecturer, for example during the lecturer's office hour.